Second-Order Sensitivity Relations and Regularity of the Value Function for Mayer's Problem in Optimal Control.
Piermarco CannarsaHélène FrankowskaTeresa ScarinciPublished in: SIAM J. Control. Optim. (2015)
Keyphrases
- optimal control
- control problems
- dynamic programming
- control strategy
- risk sensitive
- optimal control problems
- reinforcement learning
- feedback control
- infinite horizon
- control law
- neural network
- class of nonlinear systems
- lyapunov function
- policy gradient
- brownian motion
- fuzzy controller
- continuous stirred tank reactor